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N-dimensional NIntegrate

  • To: mathgroup at smc.vnet.net
  • Subject: [mg79066] N-dimensional NIntegrate
  • From: mfedert at gmail.com
  • Date: Tue, 17 Jul 2007 03:27:39 -0400 (EDT)

Hi everyone,

I want to define an N-dimensional definite integral---numerical
integration rather than symbolic.

Eg,

compute integral of f(x) dx

where x can be an N-vector.  I want to define the integral for general
N.  (Obviously before evaluating the integral, I'll specify N.)  I
can't think how to define the range of integration in a neat way in
the general case.  Eg if the variables are x_{1}, x_{2}, ... x_{N},
how can I specify that the integration range is
(say) R^{N}?

Something like

NIntegrate[ f(x), {x_{1}, -inf, inf}, {x_{2}, -inf, inf}, ..., {x_{N},
-inf, inf} ]

is what I want... would be neat to have x defined as a list or
something.

There must be a neat way to do this.   Sorry for being such an
amateur.

Cheers,
MF



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